+39.4%
XOP vs RIO
+95.3%
-55.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.0% | +1.0% | 0.0% | +0.8% |
| 30D | +10.8% | +4.0% | +6.8% | +9.8% |
| 3M | +19.5% | +4.5% | +14.9% | +18.0% |
| 6M | +21.6% | +17.3% | +4.2% | +14.6% |
| YTD | +55.8% | +36.2% | +19.7% | +37.4% |
| 1Y | +54.6% | +76.1% | -21.5% | +22.1% |
| All | +39.4% | +95.3% | -55.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling